Question: Problem 5: The X and E be independent random variables with X~A.e'u(x), PL z 0 and E~ ,Be''me), ,6 > 0 . Let Y=X+E. a)

Problem 5: The X and E be independent random variables with X~A.e'\"u(x), PL z 0 and E~ ,Be''me), ,6 > 0 . Let Y=X+E. a) Compute the joint density function of (XX). A b) Compute the linear minimum mean square estimator of X given Y, i.e. X = (11" + b and the parameters a and b are chosen to minimize E((X if). e) Compute E(X IY) and compare with your answer to b)

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